I think Link is a character but the hero spirit is you the player who has entered another legend or tale to help that Link/whoever to find the courage to defeat the evil in that game. Because any player can be the spirit, then the spirit is actually genderless and the only characteristic of that spirit is the courage to go through the game and defeat the evil villain. This is how the next hero can actually be guy/girl/etc.
Skyward Sword seems to make it complicated since Link and Zelda have a real relationship but again, that Link is his own character and the spirit of the hero is you the player helping him fight the evil villain in that game. You are the spirit of the hero who awakens in each game to help the next hero fullfill his destiny.
In other words, just watch Avatar the Last Airbender and see how there could be male and female avatar because the character's gender doesnt matter but possessing the spirit of the avatar does.
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